-1.4%
MDT vs THC
+262.3%
-263.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.6% |
| 7D | +3.5% | +7.5% | -4.0% | +2.3% |
| 30D | +16.2% | +9.6% | +6.6% | +14.4% |
| 3M | +18.9% | +10.3% | +8.6% | +16.9% |
| 6M | +37.3% | +51.8% | -14.5% | +27.5% |
| YTD | +9.7% | +45.4% | -35.7% | +2.1% |
| 1Y | +15.2% | +40.8% | -25.6% | +7.6% |
| 3Y | +61.8% | +448.8% | -387.0% | +12.8% |
| 5Y | -1.4% | +263.4% | -264.8% | -26.8% |
| All | -1.4% | +262.3% | -263.7% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling